<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.6"/>
<title>easykf-2.04: /home/fix_jer/SVN/easykf_trunk/trunk/easykf-2.04/src/ukf_state_ndim.h Source File</title>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/javascript">
  $(document).ready(function() { searchBox.OnSelectItem(0); });
</script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
 <tbody>
 <tr style="height: 56px;">
  <td style="padding-left: 0.5em;">
   <div id="projectname">easykf-2.04
   </div>
  </td>
 </tr>
 </tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.6 -->
<script type="text/javascript">
var searchBox = new SearchBox("searchBox", "search",false,'Search');
</script>
  <div id="navrow1" class="tabs">
    <ul class="tablist">
      <li><a href="index.html"><span>Main&#160;Page</span></a></li>
      <li><a href="namespaces.html"><span>Namespaces</span></a></li>
      <li><a href="annotated.html"><span>Classes</span></a></li>
      <li class="current"><a href="files.html"><span>Files</span></a></li>
      <li><a href="examples.html"><span>Examples</span></a></li>
      <li>
        <div id="MSearchBox" class="MSearchBoxInactive">
        <span class="left">
          <img id="MSearchSelect" src="search/mag_sel.png"
               onmouseover="return searchBox.OnSearchSelectShow()"
               onmouseout="return searchBox.OnSearchSelectHide()"
               alt=""/>
          <input type="text" id="MSearchField" value="Search" accesskey="S"
               onfocus="searchBox.OnSearchFieldFocus(true)" 
               onblur="searchBox.OnSearchFieldFocus(false)" 
               onkeyup="searchBox.OnSearchFieldChange(event)"/>
          </span><span class="right">
            <a id="MSearchClose" href="javascript:searchBox.CloseResultsWindow()"><img id="MSearchCloseImg" border="0" src="search/close.png" alt=""/></a>
          </span>
        </div>
      </li>
    </ul>
  </div>
  <div id="navrow2" class="tabs2">
    <ul class="tablist">
      <li><a href="files.html"><span>File&#160;List</span></a></li>
      <li><a href="globals.html"><span>File&#160;Members</span></a></li>
    </ul>
  </div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
     onmouseover="return searchBox.OnSearchSelectShow()"
     onmouseout="return searchBox.OnSearchSelectHide()"
     onkeydown="return searchBox.OnSearchSelectKey(event)">
<a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(0)"><span class="SelectionMark">&#160;</span>All</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(1)"><span class="SelectionMark">&#160;</span>Classes</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(2)"><span class="SelectionMark">&#160;</span>Namespaces</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(3)"><span class="SelectionMark">&#160;</span>Files</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(4)"><span class="SelectionMark">&#160;</span>Functions</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(5)"><span class="SelectionMark">&#160;</span>Variables</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(6)"><span class="SelectionMark">&#160;</span>Enumerations</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(7)"><span class="SelectionMark">&#160;</span>Enumerator</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(8)"><span class="SelectionMark">&#160;</span>Macros</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(9)"><span class="SelectionMark">&#160;</span>Pages</a></div>

<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0" 
        name="MSearchResults" id="MSearchResults">
</iframe>
</div>

<div id="nav-path" class="navpath">
  <ul>
<li class="navelem"><a class="el" href="dir_68267d1309a1af8e8297ef4c3efbcdba.html">src</a></li>  </ul>
</div>
</div><!-- top -->
<div class="header">
  <div class="headertitle">
<div class="title">ukf_state_ndim.h</div>  </div>
</div><!--header-->
<div class="contents">
<a href="ukf__state__ndim_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno">    1</span>&#160;<span class="comment">/* ukf_state_ndim.h</span></div>
<div class="line"><a name="l00002"></a><span class="lineno">    2</span>&#160;<span class="comment"> * </span></div>
<div class="line"><a name="l00003"></a><span class="lineno">    3</span>&#160;<span class="comment"> * Copyright (C) 2011-2014 Jeremy Fix</span></div>
<div class="line"><a name="l00004"></a><span class="lineno">    4</span>&#160;<span class="comment"> * </span></div>
<div class="line"><a name="l00005"></a><span class="lineno">    5</span>&#160;<span class="comment"> * This program is free software; you can redistribute it and/or modify</span></div>
<div class="line"><a name="l00006"></a><span class="lineno">    6</span>&#160;<span class="comment"> * it under the terms of the GNU General Public License as published by</span></div>
<div class="line"><a name="l00007"></a><span class="lineno">    7</span>&#160;<span class="comment"> * the Free Software Foundation; either version 3 of the License, or (at</span></div>
<div class="line"><a name="l00008"></a><span class="lineno">    8</span>&#160;<span class="comment"> * your option) any later version.</span></div>
<div class="line"><a name="l00009"></a><span class="lineno">    9</span>&#160;<span class="comment"> * </span></div>
<div class="line"><a name="l00010"></a><span class="lineno">   10</span>&#160;<span class="comment"> * This program is distributed in the hope that it will be useful, but</span></div>
<div class="line"><a name="l00011"></a><span class="lineno">   11</span>&#160;<span class="comment"> * WITHOUT ANY WARRANTY; without even the implied warranty of</span></div>
<div class="line"><a name="l00012"></a><span class="lineno">   12</span>&#160;<span class="comment"> * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU</span></div>
<div class="line"><a name="l00013"></a><span class="lineno">   13</span>&#160;<span class="comment"> * General Public License for more details.</span></div>
<div class="line"><a name="l00014"></a><span class="lineno">   14</span>&#160;<span class="comment"> * </span></div>
<div class="line"><a name="l00015"></a><span class="lineno">   15</span>&#160;<span class="comment"> * You should have received a copy of the GNU General Public License</span></div>
<div class="line"><a name="l00016"></a><span class="lineno">   16</span>&#160;<span class="comment"> * along with this program; if not, write to the Free Software</span></div>
<div class="line"><a name="l00017"></a><span class="lineno">   17</span>&#160;<span class="comment"> * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.</span></div>
<div class="line"><a name="l00018"></a><span class="lineno">   18</span>&#160;<span class="comment"> */</span></div>
<div class="line"><a name="l00019"></a><span class="lineno">   19</span>&#160;</div>
<div class="line"><a name="l00020"></a><span class="lineno">   20</span>&#160;<span class="preprocessor">#ifndef UKF_NDIM_STATE_H</span></div>
<div class="line"><a name="l00021"></a><span class="lineno">   21</span>&#160;<span class="preprocessor"></span><span class="preprocessor">#define UKF_NDIM_STATE_H</span></div>
<div class="line"><a name="l00022"></a><span class="lineno">   22</span>&#160;<span class="preprocessor"></span></div>
<div class="line"><a name="l00023"></a><span class="lineno">   23</span>&#160;<span class="preprocessor">#include &lt;gsl/gsl_linalg.h&gt;</span> <span class="comment">// For the Cholesky decomposition</span></div>
<div class="line"><a name="l00024"></a><span class="lineno">   24</span>&#160;<span class="preprocessor">#include &lt;gsl/gsl_math.h&gt;</span></div>
<div class="line"><a name="l00025"></a><span class="lineno">   25</span>&#160;<span class="preprocessor">#include &lt;gsl/gsl_blas.h&gt;</span></div>
<div class="line"><a name="l00026"></a><span class="lineno">   26</span>&#160;</div>
<div class="line"><a name="l00027"></a><span class="lineno">   27</span>&#160;<span class="preprocessor">#include &quot;<a class="code" href="ukf__types_8h.html">ukf_types.h</a>&quot;</span></div>
<div class="line"><a name="l00028"></a><span class="lineno">   28</span>&#160;</div>
<div class="line"><a name="l00029"></a><span class="lineno">   29</span>&#160;<span class="keyword">namespace </span>ukf</div>
<div class="line"><a name="l00030"></a><span class="lineno">   30</span>&#160;{</div>
<div class="line"><a name="l00031"></a><span class="lineno">   31</span>&#160;</div>
<div class="line"><a name="l00036"></a><span class="lineno"><a class="line" href="namespaceukf_1_1state.html">   36</a></span>&#160;    <span class="keyword">namespace </span>state</div>
<div class="line"><a name="l00037"></a><span class="lineno">   37</span>&#160;    {</div>
<div class="line"><a name="l00042"></a><span class="lineno"><a class="line" href="namespaceukf_1_1state.html#ad6760ca25736be80b2b9e9f9cbe9f8e8">   42</a></span>&#160;        <span class="keyword">inline</span> <span class="keywordtype">void</span> <a class="code" href="namespaceukf_1_1state.html#ad6760ca25736be80b2b9e9f9cbe9f8e8">ukf_init</a>(<a class="code" href="structukf_1_1state_1_1ukf__param.html">ukf_param</a> &amp;p, <a class="code" href="structukf_1_1state_1_1ukf__state.html">ukf_state</a> &amp;s)</div>
<div class="line"><a name="l00043"></a><span class="lineno">   43</span>&#160;        {</div>
<div class="line"><a name="l00044"></a><span class="lineno">   44</span>&#160;            <span class="comment">// Parameters for the sigma points of the process equation</span></div>
<div class="line"><a name="l00045"></a><span class="lineno">   45</span>&#160;            p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">nbSamples</a> = 2 * p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> + 1;</div>
<div class="line"><a name="l00046"></a><span class="lineno">   46</span>&#160;            p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a1716addc505125f954ffc988db995443">lambda</a> = p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ae15636938593ab55daacc378284b26a8">alpha</a> * p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ae15636938593ab55daacc378284b26a8">alpha</a> * (p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> + p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aeed46f1ac029db63dcae65aad797cf47">kpa</a>) - p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>;</div>
<div class="line"><a name="l00047"></a><span class="lineno">   47</span>&#160;            p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a26eb56f9fa86db3d340b7235776d956a">gamma</a> = sqrt(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> + p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a1716addc505125f954ffc988db995443">lambda</a>);</div>
<div class="line"><a name="l00048"></a><span class="lineno">   48</span>&#160;</div>
<div class="line"><a name="l00049"></a><span class="lineno">   49</span>&#160;            <span class="comment">// Parameters for the sigma points of the observation equation</span></div>
<div class="line"><a name="l00050"></a><span class="lineno">   50</span>&#160;            p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a34a255e5faa0b7f07a0dd8a12b30f49a">nbSamplesMeasure</a> = 4 * p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> + 1;</div>
<div class="line"><a name="l00051"></a><span class="lineno">   51</span>&#160;            p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a225cbe1fc43f53951f891114415cc717">lambda_aug</a> = p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ae15636938593ab55daacc378284b26a8">alpha</a> * p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ae15636938593ab55daacc378284b26a8">alpha</a> * (2*p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> + p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aeed46f1ac029db63dcae65aad797cf47">kpa</a>) - 2*p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>;</div>
<div class="line"><a name="l00052"></a><span class="lineno">   52</span>&#160;            p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a562b9a9319dc9322f23b63077335d146">gamma_aug</a> = sqrt(2*p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> + p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a225cbe1fc43f53951f891114415cc717">lambda_aug</a>);</div>
<div class="line"><a name="l00053"></a><span class="lineno">   53</span>&#160;</div>
<div class="line"><a name="l00054"></a><span class="lineno">   54</span>&#160;            <span class="comment">// Init the matrices used to iterate</span></div>
<div class="line"><a name="l00055"></a><span class="lineno">   55</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a25946f6e0ab175a56752a38843b19025">xi</a> = gsl_vector_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>);</div>
<div class="line"><a name="l00056"></a><span class="lineno">   56</span>&#160;            gsl_vector_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a25946f6e0ab175a56752a38843b19025">xi</a>);</div>
<div class="line"><a name="l00057"></a><span class="lineno">   57</span>&#160;</div>
<div class="line"><a name="l00058"></a><span class="lineno">   58</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">xi_prediction</a> = gsl_matrix_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">nbSamples</a>);</div>
<div class="line"><a name="l00059"></a><span class="lineno">   59</span>&#160;            gsl_matrix_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">xi_prediction</a>);</div>
<div class="line"><a name="l00060"></a><span class="lineno">   60</span>&#160;</div>
<div class="line"><a name="l00061"></a><span class="lineno">   61</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af854201df002b94c122b053752627154">xi_mean</a> = gsl_vector_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>);</div>
<div class="line"><a name="l00062"></a><span class="lineno">   62</span>&#160;            gsl_vector_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af854201df002b94c122b053752627154">xi_mean</a>);</div>
<div class="line"><a name="l00063"></a><span class="lineno">   63</span>&#160;</div>
<div class="line"><a name="l00064"></a><span class="lineno">   64</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#acc5886d2e9ab48328846d0cad808e795">Pxxi</a> = gsl_matrix_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>,p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>);</div>
<div class="line"><a name="l00065"></a><span class="lineno">   65</span>&#160;            gsl_matrix_set_identity(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#acc5886d2e9ab48328846d0cad808e795">Pxxi</a>);</div>
<div class="line"><a name="l00066"></a><span class="lineno">   66</span>&#160;            gsl_matrix_scale(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#acc5886d2e9ab48328846d0cad808e795">Pxxi</a>, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ac2d3cf075f5fd918dba337e02c76657b">prior_x</a>);</div>
<div class="line"><a name="l00067"></a><span class="lineno">   67</span>&#160;</div>
<div class="line"><a name="l00068"></a><span class="lineno">   68</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af4ea654656c227c68d4d619988f8ae93">cholPxxi</a> = gsl_matrix_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>,p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>);</div>
<div class="line"><a name="l00069"></a><span class="lineno">   69</span>&#160;            gsl_matrix_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af4ea654656c227c68d4d619988f8ae93">cholPxxi</a>);</div>
<div class="line"><a name="l00070"></a><span class="lineno">   70</span>&#160;</div>
<div class="line"><a name="l00071"></a><span class="lineno">   71</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a7aaee6c9d520a04b60bfba567cd43cb7">Pvvi</a> = gsl_matrix_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>,p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>);</div>
<div class="line"><a name="l00072"></a><span class="lineno">   72</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aaa43fed474f325af06418e9ca8d644de">cholPvvi</a> = gsl_matrix_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>,p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>);</div>
<div class="line"><a name="l00073"></a><span class="lineno">   73</span>&#160;            p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#afd25bf8ad83a31f577554475d61941c4">evolution_noise</a>-&gt;<a class="code" href="classukf_1_1state_1_1EvolutionNoise.html#a00d19a5d8f6baab899eabcc54fd7289f">init</a>(p,s);</div>
<div class="line"><a name="l00074"></a><span class="lineno">   74</span>&#160;</div>
<div class="line"><a name="l00075"></a><span class="lineno">   75</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a61f7494db9daae136b8207e3f3a89746">yi_prediction</a> = gsl_matrix_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a>, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a34a255e5faa0b7f07a0dd8a12b30f49a">nbSamplesMeasure</a>);</div>
<div class="line"><a name="l00076"></a><span class="lineno">   76</span>&#160;            gsl_matrix_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a61f7494db9daae136b8207e3f3a89746">yi_prediction</a>);</div>
<div class="line"><a name="l00077"></a><span class="lineno">   77</span>&#160;</div>
<div class="line"><a name="l00078"></a><span class="lineno">   78</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aabc1c8c0b51036b2f68b1a6984ce3d45">yi_mean</a> = gsl_vector_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a>);</div>
<div class="line"><a name="l00079"></a><span class="lineno">   79</span>&#160;            gsl_vector_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aabc1c8c0b51036b2f68b1a6984ce3d45">yi_mean</a>);</div>
<div class="line"><a name="l00080"></a><span class="lineno">   80</span>&#160;</div>
<div class="line"><a name="l00081"></a><span class="lineno">   81</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a9b43db103c75b5b00fa8b356e32c2688">ino_yi</a> = gsl_vector_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a>);</div>
<div class="line"><a name="l00082"></a><span class="lineno">   82</span>&#160;            gsl_vector_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a9b43db103c75b5b00fa8b356e32c2688">ino_yi</a>);</div>
<div class="line"><a name="l00083"></a><span class="lineno">   83</span>&#160;</div>
<div class="line"><a name="l00084"></a><span class="lineno">   84</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ae49f45a1304961a99d7f87b320983a69">Pyyi</a> = gsl_matrix_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a>, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a>);</div>
<div class="line"><a name="l00085"></a><span class="lineno">   85</span>&#160;            gsl_matrix_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ae49f45a1304961a99d7f87b320983a69">Pyyi</a>);</div>
<div class="line"><a name="l00086"></a><span class="lineno">   86</span>&#160;</div>
<div class="line"><a name="l00087"></a><span class="lineno">   87</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aefd4bee1f392b746dcf8169d4ecf50ee">Pnni</a> = gsl_matrix_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a>,p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a>);</div>
<div class="line"><a name="l00088"></a><span class="lineno">   88</span>&#160;            gsl_matrix_set_identity(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aefd4bee1f392b746dcf8169d4ecf50ee">Pnni</a>);</div>
<div class="line"><a name="l00089"></a><span class="lineno">   89</span>&#160;            gsl_matrix_scale(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aefd4bee1f392b746dcf8169d4ecf50ee">Pnni</a>, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#adbe7e1e6b7ec202d8a142b90b8527c83">measurement_noise</a>);</div>
<div class="line"><a name="l00090"></a><span class="lineno">   90</span>&#160;</div>
<div class="line"><a name="l00091"></a><span class="lineno">   91</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a8f0d71df6e090be3f023710dac3b4e8d">Pxyi</a> = gsl_matrix_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a>);</div>
<div class="line"><a name="l00092"></a><span class="lineno">   92</span>&#160;            gsl_matrix_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a8f0d71df6e090be3f023710dac3b4e8d">Pxyi</a>);</div>
<div class="line"><a name="l00093"></a><span class="lineno">   93</span>&#160;</div>
<div class="line"><a name="l00094"></a><span class="lineno">   94</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a578285b7786813b2b9bc2e298296ad55">sigmaPoint</a> = gsl_vector_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>);</div>
<div class="line"><a name="l00095"></a><span class="lineno">   95</span>&#160;            gsl_vector_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a578285b7786813b2b9bc2e298296ad55">sigmaPoint</a>);</div>
<div class="line"><a name="l00096"></a><span class="lineno">   96</span>&#160;</div>
<div class="line"><a name="l00097"></a><span class="lineno">   97</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad08071e88bbcd71ebb90f7c31d386387">sigmaPoints</a> = gsl_matrix_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">nbSamples</a>);</div>
<div class="line"><a name="l00098"></a><span class="lineno">   98</span>&#160;            gsl_matrix_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad08071e88bbcd71ebb90f7c31d386387">sigmaPoints</a>);</div>
<div class="line"><a name="l00099"></a><span class="lineno">   99</span>&#160;</div>
<div class="line"><a name="l00100"></a><span class="lineno">  100</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af74d6ef536c0df8031aa84ad2d0d8567">sigmaPointMeasure</a> = gsl_vector_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>);</div>
<div class="line"><a name="l00101"></a><span class="lineno">  101</span>&#160;            gsl_vector_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a578285b7786813b2b9bc2e298296ad55">sigmaPoint</a>);</div>
<div class="line"><a name="l00102"></a><span class="lineno">  102</span>&#160;</div>
<div class="line"><a name="l00103"></a><span class="lineno">  103</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad4d0a2dfc63e3cf445efec5af539ede1">sigmaPointsMeasure</a> = gsl_matrix_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a34a255e5faa0b7f07a0dd8a12b30f49a">nbSamplesMeasure</a>);</div>
<div class="line"><a name="l00104"></a><span class="lineno">  104</span>&#160;            gsl_matrix_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad4d0a2dfc63e3cf445efec5af539ede1">sigmaPointsMeasure</a>);</div>
<div class="line"><a name="l00105"></a><span class="lineno">  105</span>&#160;</div>
<div class="line"><a name="l00106"></a><span class="lineno">  106</span>&#160;            <span class="comment">// Weights used to update the statistics</span></div>
<div class="line"><a name="l00107"></a><span class="lineno">  107</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a83fc551520b4be477fce25c912fb7dc3">wm_j</a>  = gsl_vector_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">nbSamples</a>); <span class="comment">// Weights used to compute the mean of the sigma points images</span></div>
<div class="line"><a name="l00108"></a><span class="lineno">  108</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a8d1cde960b51a097605e8a2afe52e90e">wc_j</a> = gsl_vector_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">nbSamples</a>); <span class="comment">// Weights used to update the covariance matrices</span></div>
<div class="line"><a name="l00109"></a><span class="lineno">  109</span>&#160;</div>
<div class="line"><a name="l00110"></a><span class="lineno">  110</span>&#160;            <span class="comment">// Set the weights</span></div>
<div class="line"><a name="l00111"></a><span class="lineno">  111</span>&#160;            gsl_vector_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a83fc551520b4be477fce25c912fb7dc3">wm_j</a>, 0, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a1716addc505125f954ffc988db995443">lambda</a> / (p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> + p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a1716addc505125f954ffc988db995443">lambda</a>));</div>
<div class="line"><a name="l00112"></a><span class="lineno">  112</span>&#160;            gsl_vector_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a8d1cde960b51a097605e8a2afe52e90e">wc_j</a>, 0, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a1716addc505125f954ffc988db995443">lambda</a> / (p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> + p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a1716addc505125f954ffc988db995443">lambda</a>) + (1.0 - p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ae15636938593ab55daacc378284b26a8">alpha</a>*p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ae15636938593ab55daacc378284b26a8">alpha</a> + p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a2bf0400a29dd9d072770c1cf6d393786">beta</a>));</div>
<div class="line"><a name="l00113"></a><span class="lineno">  113</span>&#160;            <span class="keywordflow">for</span>(<span class="keywordtype">int</span> j = 1 ; j &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">nbSamples</a>; j ++)</div>
<div class="line"><a name="l00114"></a><span class="lineno">  114</span>&#160;            {</div>
<div class="line"><a name="l00115"></a><span class="lineno">  115</span>&#160;                gsl_vector_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a83fc551520b4be477fce25c912fb7dc3">wm_j</a>, j, 1.0 / (2.0 * (p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> + p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a1716addc505125f954ffc988db995443">lambda</a>)));</div>
<div class="line"><a name="l00116"></a><span class="lineno">  116</span>&#160;                gsl_vector_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a8d1cde960b51a097605e8a2afe52e90e">wc_j</a>, j, 1.0 / (2.0 * (p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> + p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a1716addc505125f954ffc988db995443">lambda</a>)));</div>
<div class="line"><a name="l00117"></a><span class="lineno">  117</span>&#160;            }</div>
<div class="line"><a name="l00118"></a><span class="lineno">  118</span>&#160;</div>
<div class="line"><a name="l00119"></a><span class="lineno">  119</span>&#160;            <span class="comment">// Set the weights</span></div>
<div class="line"><a name="l00120"></a><span class="lineno">  120</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af19e2655d30d47ceb74a06471ac672e9">wm_aug_j</a>  = gsl_vector_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a34a255e5faa0b7f07a0dd8a12b30f49a">nbSamplesMeasure</a>); <span class="comment">// Weights used to compute the mean of the sigma points images</span></div>
<div class="line"><a name="l00121"></a><span class="lineno">  121</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a510dc8889c1b697f6df28ac5866ef41a">wc_aug_j</a> = gsl_vector_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a34a255e5faa0b7f07a0dd8a12b30f49a">nbSamplesMeasure</a>); <span class="comment">// Weights used to update the covariance matrices</span></div>
<div class="line"><a name="l00122"></a><span class="lineno">  122</span>&#160;            gsl_vector_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af19e2655d30d47ceb74a06471ac672e9">wm_aug_j</a>, 0, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a225cbe1fc43f53951f891114415cc717">lambda_aug</a> / (2*p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> + p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a225cbe1fc43f53951f891114415cc717">lambda_aug</a>));</div>
<div class="line"><a name="l00123"></a><span class="lineno">  123</span>&#160;            gsl_vector_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a510dc8889c1b697f6df28ac5866ef41a">wc_aug_j</a>, 0, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a225cbe1fc43f53951f891114415cc717">lambda_aug</a> / (2*p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> + p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a225cbe1fc43f53951f891114415cc717">lambda_aug</a>) + (1.0 - p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ae15636938593ab55daacc378284b26a8">alpha</a>*p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ae15636938593ab55daacc378284b26a8">alpha</a> + p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a2bf0400a29dd9d072770c1cf6d393786">beta</a>));</div>
<div class="line"><a name="l00124"></a><span class="lineno">  124</span>&#160;            <span class="keywordflow">for</span>(<span class="keywordtype">int</span> j = 1 ; j &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a34a255e5faa0b7f07a0dd8a12b30f49a">nbSamplesMeasure</a>; j ++)</div>
<div class="line"><a name="l00125"></a><span class="lineno">  125</span>&#160;            {</div>
<div class="line"><a name="l00126"></a><span class="lineno">  126</span>&#160;                gsl_vector_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af19e2655d30d47ceb74a06471ac672e9">wm_aug_j</a>, j, 1.0 / (2.0 * (2*p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> + p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a225cbe1fc43f53951f891114415cc717">lambda_aug</a>)));</div>
<div class="line"><a name="l00127"></a><span class="lineno">  127</span>&#160;                gsl_vector_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a510dc8889c1b697f6df28ac5866ef41a">wc_aug_j</a>, j, 1.0 / (2.0 * (2*p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> + p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a225cbe1fc43f53951f891114415cc717">lambda_aug</a>)));</div>
<div class="line"><a name="l00128"></a><span class="lineno">  128</span>&#160;            }</div>
<div class="line"><a name="l00129"></a><span class="lineno">  129</span>&#160;</div>
<div class="line"><a name="l00130"></a><span class="lineno">  130</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a32b1f10cfda7a39bd3148dacc04a27dc">Ki</a> = gsl_matrix_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a>);</div>
<div class="line"><a name="l00131"></a><span class="lineno">  131</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a3a12a8c171e746ee0aca79e2181a6122">Ki_T</a> = gsl_matrix_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a>, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>);</div>
<div class="line"><a name="l00132"></a><span class="lineno">  132</span>&#160;</div>
<div class="line"><a name="l00133"></a><span class="lineno">  133</span>&#160;            <span class="comment">// Allocate temporary matrices</span></div>
<div class="line"><a name="l00134"></a><span class="lineno">  134</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a68b34cb9b61f4e21b5c2030f5fa55627">temp_n</a> = gsl_vector_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>);</div>
<div class="line"><a name="l00135"></a><span class="lineno">  135</span>&#160;</div>
<div class="line"><a name="l00136"></a><span class="lineno">  136</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a05fcc9e561c825d87fd4e0c1bef6bacf">temp_n_1</a> = gsl_matrix_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>,1);</div>
<div class="line"><a name="l00137"></a><span class="lineno">  137</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aed1339ef46150835c9e9b5ae077ed526">temp_1_n</a> = gsl_matrix_alloc(1,p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>);</div>
<div class="line"><a name="l00138"></a><span class="lineno">  138</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a8b3b527d2b5814a27dedc9493cb062ba">temp_n_n</a> = gsl_matrix_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>);</div>
<div class="line"><a name="l00139"></a><span class="lineno">  139</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad3f9185f1fcf84aa016eaba045092f35">temp_n_no</a> = gsl_matrix_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a>);</div>
<div class="line"><a name="l00140"></a><span class="lineno">  140</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a3d1b45fe05b06ac0c3061e04147fd202">temp_no_1</a> = gsl_matrix_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a>,1);</div>
<div class="line"><a name="l00141"></a><span class="lineno">  141</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a6d157ac660c42c7211bc9c5c22b26c5c">temp_1_no</a> = gsl_matrix_alloc(1,p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a>);</div>
<div class="line"><a name="l00142"></a><span class="lineno">  142</span>&#160;            s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a851adef00b3ee8a978372a2c26e27dc0">temp_no_no</a> = gsl_matrix_alloc(p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a>, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a>);</div>
<div class="line"><a name="l00143"></a><span class="lineno">  143</span>&#160;        }</div>
<div class="line"><a name="l00144"></a><span class="lineno">  144</span>&#160;</div>
<div class="line"><a name="l00149"></a><span class="lineno"><a class="line" href="namespaceukf_1_1state.html#a07694a4f76574d87caf4b1e756ccae00">  149</a></span>&#160;        <span class="keyword">inline</span> <span class="keywordtype">void</span> <a class="code" href="namespaceukf_1_1state.html#a07694a4f76574d87caf4b1e756ccae00">ukf_free</a>(<a class="code" href="structukf_1_1state_1_1ukf__param.html">ukf_param</a> &amp;p, <a class="code" href="structukf_1_1state_1_1ukf__state.html">ukf_state</a> &amp;s)</div>
<div class="line"><a name="l00150"></a><span class="lineno">  150</span>&#160;        {</div>
<div class="line"><a name="l00151"></a><span class="lineno">  151</span>&#160;            gsl_vector_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a25946f6e0ab175a56752a38843b19025">xi</a>);</div>
<div class="line"><a name="l00152"></a><span class="lineno">  152</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">xi_prediction</a>);</div>
<div class="line"><a name="l00153"></a><span class="lineno">  153</span>&#160;            gsl_vector_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af854201df002b94c122b053752627154">xi_mean</a>);</div>
<div class="line"><a name="l00154"></a><span class="lineno">  154</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#acc5886d2e9ab48328846d0cad808e795">Pxxi</a>);</div>
<div class="line"><a name="l00155"></a><span class="lineno">  155</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af4ea654656c227c68d4d619988f8ae93">cholPxxi</a>);</div>
<div class="line"><a name="l00156"></a><span class="lineno">  156</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a7aaee6c9d520a04b60bfba567cd43cb7">Pvvi</a>);</div>
<div class="line"><a name="l00157"></a><span class="lineno">  157</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aaa43fed474f325af06418e9ca8d644de">cholPvvi</a>);</div>
<div class="line"><a name="l00158"></a><span class="lineno">  158</span>&#160;</div>
<div class="line"><a name="l00159"></a><span class="lineno">  159</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a61f7494db9daae136b8207e3f3a89746">yi_prediction</a>);</div>
<div class="line"><a name="l00160"></a><span class="lineno">  160</span>&#160;            gsl_vector_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aabc1c8c0b51036b2f68b1a6984ce3d45">yi_mean</a>);</div>
<div class="line"><a name="l00161"></a><span class="lineno">  161</span>&#160;            gsl_vector_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a9b43db103c75b5b00fa8b356e32c2688">ino_yi</a>);</div>
<div class="line"><a name="l00162"></a><span class="lineno">  162</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ae49f45a1304961a99d7f87b320983a69">Pyyi</a>);</div>
<div class="line"><a name="l00163"></a><span class="lineno">  163</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aefd4bee1f392b746dcf8169d4ecf50ee">Pnni</a>);</div>
<div class="line"><a name="l00164"></a><span class="lineno">  164</span>&#160;</div>
<div class="line"><a name="l00165"></a><span class="lineno">  165</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a8f0d71df6e090be3f023710dac3b4e8d">Pxyi</a>);</div>
<div class="line"><a name="l00166"></a><span class="lineno">  166</span>&#160;</div>
<div class="line"><a name="l00167"></a><span class="lineno">  167</span>&#160;            gsl_vector_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a578285b7786813b2b9bc2e298296ad55">sigmaPoint</a>);</div>
<div class="line"><a name="l00168"></a><span class="lineno">  168</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad08071e88bbcd71ebb90f7c31d386387">sigmaPoints</a>);</div>
<div class="line"><a name="l00169"></a><span class="lineno">  169</span>&#160;</div>
<div class="line"><a name="l00170"></a><span class="lineno">  170</span>&#160;            gsl_vector_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af74d6ef536c0df8031aa84ad2d0d8567">sigmaPointMeasure</a>);</div>
<div class="line"><a name="l00171"></a><span class="lineno">  171</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad4d0a2dfc63e3cf445efec5af539ede1">sigmaPointsMeasure</a>);</div>
<div class="line"><a name="l00172"></a><span class="lineno">  172</span>&#160;</div>
<div class="line"><a name="l00173"></a><span class="lineno">  173</span>&#160;            gsl_vector_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a83fc551520b4be477fce25c912fb7dc3">wm_j</a>);</div>
<div class="line"><a name="l00174"></a><span class="lineno">  174</span>&#160;            gsl_vector_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a8d1cde960b51a097605e8a2afe52e90e">wc_j</a>);</div>
<div class="line"><a name="l00175"></a><span class="lineno">  175</span>&#160;</div>
<div class="line"><a name="l00176"></a><span class="lineno">  176</span>&#160;            gsl_vector_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af19e2655d30d47ceb74a06471ac672e9">wm_aug_j</a>);</div>
<div class="line"><a name="l00177"></a><span class="lineno">  177</span>&#160;            gsl_vector_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a510dc8889c1b697f6df28ac5866ef41a">wc_aug_j</a>);</div>
<div class="line"><a name="l00178"></a><span class="lineno">  178</span>&#160;</div>
<div class="line"><a name="l00179"></a><span class="lineno">  179</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a32b1f10cfda7a39bd3148dacc04a27dc">Ki</a>);</div>
<div class="line"><a name="l00180"></a><span class="lineno">  180</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a3a12a8c171e746ee0aca79e2181a6122">Ki_T</a>);</div>
<div class="line"><a name="l00181"></a><span class="lineno">  181</span>&#160;</div>
<div class="line"><a name="l00182"></a><span class="lineno">  182</span>&#160;            gsl_vector_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a68b34cb9b61f4e21b5c2030f5fa55627">temp_n</a>);</div>
<div class="line"><a name="l00183"></a><span class="lineno">  183</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a05fcc9e561c825d87fd4e0c1bef6bacf">temp_n_1</a>);</div>
<div class="line"><a name="l00184"></a><span class="lineno">  184</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aed1339ef46150835c9e9b5ae077ed526">temp_1_n</a>);</div>
<div class="line"><a name="l00185"></a><span class="lineno">  185</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a8b3b527d2b5814a27dedc9493cb062ba">temp_n_n</a>);</div>
<div class="line"><a name="l00186"></a><span class="lineno">  186</span>&#160;</div>
<div class="line"><a name="l00187"></a><span class="lineno">  187</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad3f9185f1fcf84aa016eaba045092f35">temp_n_no</a>);</div>
<div class="line"><a name="l00188"></a><span class="lineno">  188</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a3d1b45fe05b06ac0c3061e04147fd202">temp_no_1</a>);</div>
<div class="line"><a name="l00189"></a><span class="lineno">  189</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a6d157ac660c42c7211bc9c5c22b26c5c">temp_1_no</a>);</div>
<div class="line"><a name="l00190"></a><span class="lineno">  190</span>&#160;            gsl_matrix_free(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a851adef00b3ee8a978372a2c26e27dc0">temp_no_no</a>);</div>
<div class="line"><a name="l00191"></a><span class="lineno">  191</span>&#160;        }</div>
<div class="line"><a name="l00192"></a><span class="lineno">  192</span>&#160;</div>
<div class="line"><a name="l00197"></a><span class="lineno">  197</span>&#160;        <span class="keyword">template</span> &lt;<span class="keyword">typename</span> FunctProcess, <span class="keyword">typename</span> FunctObservation&gt;</div>
<div class="line"><a name="l00198"></a><span class="lineno"><a class="line" href="namespaceukf_1_1state.html#a3a0665674b96f3e979ca39d9d4583f43">  198</a></span>&#160;                <span class="keyword">inline</span> <span class="keywordtype">void</span> <a class="code" href="namespaceukf_1_1state.html#a3a0665674b96f3e979ca39d9d4583f43">ukf_iterate</a>(<a class="code" href="structukf_1_1state_1_1ukf__param.html">ukf_param</a> &amp;p, <a class="code" href="structukf_1_1state_1_1ukf__state.html">ukf_state</a> &amp;s, FunctProcess f, FunctObservation h, gsl_vector* yi)</div>
<div class="line"><a name="l00199"></a><span class="lineno">  199</span>&#160;        {</div>
<div class="line"><a name="l00200"></a><span class="lineno">  200</span>&#160;            <span class="keywordtype">int</span> i,j,k;</div>
<div class="line"><a name="l00201"></a><span class="lineno">  201</span>&#160;</div>
<div class="line"><a name="l00202"></a><span class="lineno">  202</span>&#160;            <span class="comment">// ************************************************** //</span></div>
<div class="line"><a name="l00203"></a><span class="lineno">  203</span>&#160;            <span class="comment">// ************ Compute the sigma points ************ //</span></div>
<div class="line"><a name="l00204"></a><span class="lineno">  204</span>&#160;            <span class="comment">// ************************************************** //</span></div>
<div class="line"><a name="l00205"></a><span class="lineno">  205</span>&#160;</div>
<div class="line"><a name="l00206"></a><span class="lineno">  206</span>&#160;            <span class="comment">// 0 - Compute the Cholesky decomposition of s.Pxxi</span></div>
<div class="line"><a name="l00207"></a><span class="lineno">  207</span>&#160;            gsl_matrix_memcpy(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af4ea654656c227c68d4d619988f8ae93">cholPxxi</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#acc5886d2e9ab48328846d0cad808e795">Pxxi</a>);</div>
<div class="line"><a name="l00208"></a><span class="lineno">  208</span>&#160;            gsl_linalg_cholesky_decomp(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af4ea654656c227c68d4d619988f8ae93">cholPxxi</a>);</div>
<div class="line"><a name="l00209"></a><span class="lineno">  209</span>&#160;            <span class="comment">// Set all the elements of cholPvvi strictly above the diagonal to zero</span></div>
<div class="line"><a name="l00210"></a><span class="lineno">  210</span>&#160;            <span class="keywordflow">for</span>(j = 0 ; j &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; j++)</div>
<div class="line"><a name="l00211"></a><span class="lineno">  211</span>&#160;                <span class="keywordflow">for</span>(k = j+1 ; k &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; k++)</div>
<div class="line"><a name="l00212"></a><span class="lineno">  212</span>&#160;                    gsl_matrix_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af4ea654656c227c68d4d619988f8ae93">cholPxxi</a>,j,k,0.0);</div>
<div class="line"><a name="l00213"></a><span class="lineno">  213</span>&#160;</div>
<div class="line"><a name="l00214"></a><span class="lineno">  214</span>&#160;            <span class="comment">// 1- Compute the sigma points,</span></div>
<div class="line"><a name="l00215"></a><span class="lineno">  215</span>&#160;            <span class="comment">// Equation (3.170)</span></div>
<div class="line"><a name="l00216"></a><span class="lineno">  216</span>&#160;            <span class="comment">// sigmapoint_j = x_(i-1)</span></div>
<div class="line"><a name="l00217"></a><span class="lineno">  217</span>&#160;            <span class="comment">// sigmapoint_j = x_(i-1) + gamma * sqrt(P_i-1)_j for 1 &lt;= j &lt;= n</span></div>
<div class="line"><a name="l00218"></a><span class="lineno">  218</span>&#160;            <span class="comment">// sigmapoint_j = x_(i-1) - gamma * sqrt(P_i-1)_(j-(n+1)) for n+1 &lt;= j &lt;= 2n</span></div>
<div class="line"><a name="l00219"></a><span class="lineno">  219</span>&#160;            gsl_matrix_set_col(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad08071e88bbcd71ebb90f7c31d386387">sigmaPoints</a>, 0, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a25946f6e0ab175a56752a38843b19025">xi</a>);</div>
<div class="line"><a name="l00220"></a><span class="lineno">  220</span>&#160;            <span class="keywordflow">for</span>(j = 1 ; j &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>+1 ; ++j)</div>
<div class="line"><a name="l00221"></a><span class="lineno">  221</span>&#160;                <span class="keywordflow">for</span>(i = 0 ; i &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; ++i)</div>
<div class="line"><a name="l00222"></a><span class="lineno">  222</span>&#160;                {</div>
<div class="line"><a name="l00223"></a><span class="lineno">  223</span>&#160;                    gsl_matrix_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad08071e88bbcd71ebb90f7c31d386387">sigmaPoints</a>,i,j, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a25946f6e0ab175a56752a38843b19025">xi</a>-&gt;data[i] + p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a26eb56f9fa86db3d340b7235776d956a">gamma</a> * gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af4ea654656c227c68d4d619988f8ae93">cholPxxi</a>, i, j-1));</div>
<div class="line"><a name="l00224"></a><span class="lineno">  224</span>&#160;                    gsl_matrix_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad08071e88bbcd71ebb90f7c31d386387">sigmaPoints</a>,i,j+p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a25946f6e0ab175a56752a38843b19025">xi</a>-&gt;data[i] - p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a26eb56f9fa86db3d340b7235776d956a">gamma</a> * gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af4ea654656c227c68d4d619988f8ae93">cholPxxi</a>, i, j-1));</div>
<div class="line"><a name="l00225"></a><span class="lineno">  225</span>&#160;                }</div>
<div class="line"><a name="l00226"></a><span class="lineno">  226</span>&#160;</div>
<div class="line"><a name="l00227"></a><span class="lineno">  227</span>&#160;            <span class="comment">/**********************************/</span></div>
<div class="line"><a name="l00228"></a><span class="lineno">  228</span>&#160;            <span class="comment">/***** Time update equations  *****/</span></div>
<div class="line"><a name="l00229"></a><span class="lineno">  229</span>&#160;            <span class="comment">/**********************************/</span></div>
<div class="line"><a name="l00230"></a><span class="lineno">  230</span>&#160;</div>
<div class="line"><a name="l00231"></a><span class="lineno">  231</span>&#160;            <span class="comment">// Time update equations</span></div>
<div class="line"><a name="l00232"></a><span class="lineno">  232</span>&#160;            <span class="comment">// 0 - Compute the image of the sigma points and the mean of these images</span></div>
<div class="line"><a name="l00233"></a><span class="lineno">  233</span>&#160;            gsl_vector_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af854201df002b94c122b053752627154">xi_mean</a>);</div>
<div class="line"><a name="l00234"></a><span class="lineno">  234</span>&#160;            gsl_vector_view vec_view;</div>
<div class="line"><a name="l00235"></a><span class="lineno">  235</span>&#160;            <span class="keywordflow">for</span>(j = 0 ; j &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">nbSamples</a> ; ++j)</div>
<div class="line"><a name="l00236"></a><span class="lineno">  236</span>&#160;            {</div>
<div class="line"><a name="l00237"></a><span class="lineno">  237</span>&#160;                gsl_matrix_get_col(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a578285b7786813b2b9bc2e298296ad55">sigmaPoint</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad08071e88bbcd71ebb90f7c31d386387">sigmaPoints</a>, j);</div>
<div class="line"><a name="l00238"></a><span class="lineno">  238</span>&#160;                vec_view = gsl_matrix_column(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">xi_prediction</a>,j);</div>
<div class="line"><a name="l00239"></a><span class="lineno">  239</span>&#160;                f(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aaf0c2fb0b65c6619cbbf8dcc1fae80a0">params</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a578285b7786813b2b9bc2e298296ad55">sigmaPoint</a>, &amp;vec_view.vector);</div>
<div class="line"><a name="l00240"></a><span class="lineno">  240</span>&#160;</div>
<div class="line"><a name="l00241"></a><span class="lineno">  241</span>&#160;                <span class="comment">// Update the mean, Eq (3.172)</span></div>
<div class="line"><a name="l00242"></a><span class="lineno">  242</span>&#160;                <span class="keywordflow">for</span>(i = 0 ; i &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; ++i)</div>
<div class="line"><a name="l00243"></a><span class="lineno">  243</span>&#160;                    s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af854201df002b94c122b053752627154">xi_mean</a>-&gt;data[i] += s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a83fc551520b4be477fce25c912fb7dc3">wm_j</a>-&gt;data[j] * gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">xi_prediction</a>,i,j);</div>
<div class="line"><a name="l00244"></a><span class="lineno">  244</span>&#160;            }</div>
<div class="line"><a name="l00245"></a><span class="lineno">  245</span>&#160;</div>
<div class="line"><a name="l00246"></a><span class="lineno">  246</span>&#160;            <span class="comment">// 1 - Compute the covariance of the images and add the process noise,</span></div>
<div class="line"><a name="l00247"></a><span class="lineno">  247</span>&#160;            <span class="comment">// Equation (3.173)</span></div>
<div class="line"><a name="l00248"></a><span class="lineno">  248</span>&#160;            <span class="comment">// Warning, s.Pxxi will now hold P_xk^-</span></div>
<div class="line"><a name="l00249"></a><span class="lineno">  249</span>&#160;            gsl_matrix_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#acc5886d2e9ab48328846d0cad808e795">Pxxi</a>);</div>
<div class="line"><a name="l00250"></a><span class="lineno">  250</span>&#160;            <span class="keywordflow">for</span>(j = 0 ; j &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">nbSamples</a> ; ++j)</div>
<div class="line"><a name="l00251"></a><span class="lineno">  251</span>&#160;            {</div>
<div class="line"><a name="l00252"></a><span class="lineno">  252</span>&#160;                <span class="keywordflow">for</span>(i = 0 ; i &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; ++i)</div>
<div class="line"><a name="l00253"></a><span class="lineno">  253</span>&#160;                    s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a05fcc9e561c825d87fd4e0c1bef6bacf">temp_n_1</a>-&gt;data[i] = gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">xi_prediction</a>,i,j) - s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af854201df002b94c122b053752627154">xi_mean</a>-&gt;data[i];</div>
<div class="line"><a name="l00254"></a><span class="lineno">  254</span>&#160;</div>
<div class="line"><a name="l00255"></a><span class="lineno">  255</span>&#160;                gsl_blas_dgemm(CblasNoTrans, CblasTrans, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a8d1cde960b51a097605e8a2afe52e90e">wc_j</a>-&gt;data[j] , s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a05fcc9e561c825d87fd4e0c1bef6bacf">temp_n_1</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a05fcc9e561c825d87fd4e0c1bef6bacf">temp_n_1</a>, 0, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a8b3b527d2b5814a27dedc9493cb062ba">temp_n_n</a>);</div>
<div class="line"><a name="l00256"></a><span class="lineno">  256</span>&#160;                gsl_matrix_add(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#acc5886d2e9ab48328846d0cad808e795">Pxxi</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a8b3b527d2b5814a27dedc9493cb062ba">temp_n_n</a>);</div>
<div class="line"><a name="l00257"></a><span class="lineno">  257</span>&#160;            }</div>
<div class="line"><a name="l00258"></a><span class="lineno">  258</span>&#160;            <span class="comment">// Add the covariance of the evolution noise</span></div>
<div class="line"><a name="l00259"></a><span class="lineno">  259</span>&#160;            gsl_matrix_add(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#acc5886d2e9ab48328846d0cad808e795">Pxxi</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a7aaee6c9d520a04b60bfba567cd43cb7">Pvvi</a>);</div>
<div class="line"><a name="l00260"></a><span class="lineno">  260</span>&#160;</div>
<div class="line"><a name="l00261"></a><span class="lineno">  261</span>&#160;            <span class="comment">// Augment sigma points</span></div>
<div class="line"><a name="l00262"></a><span class="lineno">  262</span>&#160;            <span class="comment">// Equation 3.174</span></div>
<div class="line"><a name="l00263"></a><span class="lineno">  263</span>&#160;            <span class="comment">// First put the images of the initial sigma points</span></div>
<div class="line"><a name="l00264"></a><span class="lineno">  264</span>&#160;            gsl_matrix_view mat_view;</div>
<div class="line"><a name="l00265"></a><span class="lineno">  265</span>&#160;            mat_view = gsl_matrix_submatrix(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad4d0a2dfc63e3cf445efec5af539ede1">sigmaPointsMeasure</a>, 0, 0, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">nbSamples</a>);</div>
<div class="line"><a name="l00266"></a><span class="lineno">  266</span>&#160;            gsl_matrix_memcpy(&amp;mat_view.matrix, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">xi_prediction</a>);</div>
<div class="line"><a name="l00267"></a><span class="lineno">  267</span>&#160;            <span class="comment">// And add the additional sigma points eq. (7.56)</span></div>
<div class="line"><a name="l00268"></a><span class="lineno">  268</span>&#160;            <span class="keywordflow">for</span>(j = 0 ; j &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; ++j)</div>
<div class="line"><a name="l00269"></a><span class="lineno">  269</span>&#160;            {</div>
<div class="line"><a name="l00270"></a><span class="lineno">  270</span>&#160;                <span class="keywordflow">for</span>(i = 0 ; i &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; ++i)</div>
<div class="line"><a name="l00271"></a><span class="lineno">  271</span>&#160;                {</div>
<div class="line"><a name="l00272"></a><span class="lineno">  272</span>&#160;                    gsl_matrix_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad4d0a2dfc63e3cf445efec5af539ede1">sigmaPointsMeasure</a>, i, j+p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">nbSamples</a>, gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">xi_prediction</a>,i,0)+p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a562b9a9319dc9322f23b63077335d146">gamma_aug</a>*gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aaa43fed474f325af06418e9ca8d644de">cholPvvi</a>,i,j));</div>
<div class="line"><a name="l00273"></a><span class="lineno">  273</span>&#160;                    gsl_matrix_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad4d0a2dfc63e3cf445efec5af539ede1">sigmaPointsMeasure</a>, i, j+p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">nbSamples</a>+p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>, gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">xi_prediction</a>,i,0)-p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a562b9a9319dc9322f23b63077335d146">gamma_aug</a>*gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aaa43fed474f325af06418e9ca8d644de">cholPvvi</a>,i,j));</div>
<div class="line"><a name="l00274"></a><span class="lineno">  274</span>&#160;                }</div>
<div class="line"><a name="l00275"></a><span class="lineno">  275</span>&#160;            }</div>
<div class="line"><a name="l00276"></a><span class="lineno">  276</span>&#160;</div>
<div class="line"><a name="l00277"></a><span class="lineno">  277</span>&#160;            <span class="comment">// Compute the image of the sigma points through the observation equation</span></div>
<div class="line"><a name="l00278"></a><span class="lineno">  278</span>&#160;            <span class="comment">// eq (3.175)</span></div>
<div class="line"><a name="l00279"></a><span class="lineno">  279</span>&#160;            gsl_vector_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aabc1c8c0b51036b2f68b1a6984ce3d45">yi_mean</a>);</div>
<div class="line"><a name="l00280"></a><span class="lineno">  280</span>&#160;            <span class="keywordflow">for</span>(j = 0 ; j &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a34a255e5faa0b7f07a0dd8a12b30f49a">nbSamplesMeasure</a> ; ++j)</div>
<div class="line"><a name="l00281"></a><span class="lineno">  281</span>&#160;            {</div>
<div class="line"><a name="l00282"></a><span class="lineno">  282</span>&#160;                gsl_matrix_get_col(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af74d6ef536c0df8031aa84ad2d0d8567">sigmaPointMeasure</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad4d0a2dfc63e3cf445efec5af539ede1">sigmaPointsMeasure</a>, j);</div>
<div class="line"><a name="l00283"></a><span class="lineno">  283</span>&#160;                vec_view = gsl_matrix_column(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a61f7494db9daae136b8207e3f3a89746">yi_prediction</a>,j);</div>
<div class="line"><a name="l00284"></a><span class="lineno">  284</span>&#160;                h(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af74d6ef536c0df8031aa84ad2d0d8567">sigmaPointMeasure</a>, &amp;vec_view.vector);</div>
<div class="line"><a name="l00285"></a><span class="lineno">  285</span>&#160;</div>
<div class="line"><a name="l00286"></a><span class="lineno">  286</span>&#160;                <span class="comment">// Update the mean , eq (3.176)</span></div>
<div class="line"><a name="l00287"></a><span class="lineno">  287</span>&#160;                <span class="keywordflow">for</span>(i = 0 ; i &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a> ; ++i)</div>
<div class="line"><a name="l00288"></a><span class="lineno">  288</span>&#160;                    s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aabc1c8c0b51036b2f68b1a6984ce3d45">yi_mean</a>-&gt;data[i] += s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af19e2655d30d47ceb74a06471ac672e9">wm_aug_j</a>-&gt;data[j] * gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a61f7494db9daae136b8207e3f3a89746">yi_prediction</a>,i,j);</div>
<div class="line"><a name="l00289"></a><span class="lineno">  289</span>&#160;            }</div>
<div class="line"><a name="l00290"></a><span class="lineno">  290</span>&#160;</div>
<div class="line"><a name="l00291"></a><span class="lineno">  291</span>&#160;            <span class="comment">/*****************************************/</span></div>
<div class="line"><a name="l00292"></a><span class="lineno">  292</span>&#160;            <span class="comment">/***** Measurement update equations  *****/</span></div>
<div class="line"><a name="l00293"></a><span class="lineno">  293</span>&#160;            <span class="comment">/*****************************************/</span></div>
<div class="line"><a name="l00294"></a><span class="lineno">  294</span>&#160;</div>
<div class="line"><a name="l00295"></a><span class="lineno">  295</span>&#160;            <span class="comment">// Compute the covariance of the observations</span></div>
<div class="line"><a name="l00296"></a><span class="lineno">  296</span>&#160;            <span class="comment">// Eq. (3.177)</span></div>
<div class="line"><a name="l00297"></a><span class="lineno">  297</span>&#160;            <span class="comment">// Initialize with the observation noise covariance</span></div>
<div class="line"><a name="l00298"></a><span class="lineno">  298</span>&#160;            gsl_matrix_memcpy(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ae49f45a1304961a99d7f87b320983a69">Pyyi</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aefd4bee1f392b746dcf8169d4ecf50ee">Pnni</a>);</div>
<div class="line"><a name="l00299"></a><span class="lineno">  299</span>&#160;            <span class="keywordflow">for</span>(j = 0 ; j &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a34a255e5faa0b7f07a0dd8a12b30f49a">nbSamplesMeasure</a> ; ++j)</div>
<div class="line"><a name="l00300"></a><span class="lineno">  300</span>&#160;            {</div>
<div class="line"><a name="l00301"></a><span class="lineno">  301</span>&#160;                <span class="keywordflow">for</span>(i = 0 ; i &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a> ; ++i)</div>
<div class="line"><a name="l00302"></a><span class="lineno">  302</span>&#160;                    s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a3d1b45fe05b06ac0c3061e04147fd202">temp_no_1</a>-&gt;data[i] = gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a61f7494db9daae136b8207e3f3a89746">yi_prediction</a>,i,j) - s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aabc1c8c0b51036b2f68b1a6984ce3d45">yi_mean</a>-&gt;data[i];</div>
<div class="line"><a name="l00303"></a><span class="lineno">  303</span>&#160;</div>
<div class="line"><a name="l00304"></a><span class="lineno">  304</span>&#160;                gsl_blas_dgemm(CblasNoTrans, CblasTrans, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a510dc8889c1b697f6df28ac5866ef41a">wc_aug_j</a>-&gt;data[j] , s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a3d1b45fe05b06ac0c3061e04147fd202">temp_no_1</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a3d1b45fe05b06ac0c3061e04147fd202">temp_no_1</a>, 0, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a851adef00b3ee8a978372a2c26e27dc0">temp_no_no</a>);</div>
<div class="line"><a name="l00305"></a><span class="lineno">  305</span>&#160;                gsl_matrix_add(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ae49f45a1304961a99d7f87b320983a69">Pyyi</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a851adef00b3ee8a978372a2c26e27dc0">temp_no_no</a>);</div>
<div class="line"><a name="l00306"></a><span class="lineno">  306</span>&#160;            }</div>
<div class="line"><a name="l00307"></a><span class="lineno">  307</span>&#160;</div>
<div class="line"><a name="l00308"></a><span class="lineno">  308</span>&#160;            <span class="comment">// Compute the state/observation covariance</span></div>
<div class="line"><a name="l00309"></a><span class="lineno">  309</span>&#160;            <span class="comment">// Eq (3.178)</span></div>
<div class="line"><a name="l00310"></a><span class="lineno">  310</span>&#160;            gsl_matrix_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a8f0d71df6e090be3f023710dac3b4e8d">Pxyi</a>);</div>
<div class="line"><a name="l00311"></a><span class="lineno">  311</span>&#160;            <span class="keywordflow">for</span>(j = 0 ; j &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a34a255e5faa0b7f07a0dd8a12b30f49a">nbSamplesMeasure</a> ; ++j)</div>
<div class="line"><a name="l00312"></a><span class="lineno">  312</span>&#160;            {</div>
<div class="line"><a name="l00313"></a><span class="lineno">  313</span>&#160;                <span class="keywordflow">for</span>(i = 0 ; i &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; ++i)</div>
<div class="line"><a name="l00314"></a><span class="lineno">  314</span>&#160;                    s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a05fcc9e561c825d87fd4e0c1bef6bacf">temp_n_1</a>-&gt;data[i] = gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad4d0a2dfc63e3cf445efec5af539ede1">sigmaPointsMeasure</a>,i,j) - s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af854201df002b94c122b053752627154">xi_mean</a>-&gt;data[i];</div>
<div class="line"><a name="l00315"></a><span class="lineno">  315</span>&#160;</div>
<div class="line"><a name="l00316"></a><span class="lineno">  316</span>&#160;                <span class="keywordflow">for</span>(i = 0 ; i &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a> ; ++i)</div>
<div class="line"><a name="l00317"></a><span class="lineno">  317</span>&#160;                    s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a6d157ac660c42c7211bc9c5c22b26c5c">temp_1_no</a>-&gt;data[i] = gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a61f7494db9daae136b8207e3f3a89746">yi_prediction</a>,i,j) - s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aabc1c8c0b51036b2f68b1a6984ce3d45">yi_mean</a>-&gt;data[i];</div>
<div class="line"><a name="l00318"></a><span class="lineno">  318</span>&#160;</div>
<div class="line"><a name="l00319"></a><span class="lineno">  319</span>&#160;                gsl_blas_dgemm(CblasNoTrans, CblasNoTrans, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a510dc8889c1b697f6df28ac5866ef41a">wc_aug_j</a>-&gt;data[j] , s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a05fcc9e561c825d87fd4e0c1bef6bacf">temp_n_1</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a6d157ac660c42c7211bc9c5c22b26c5c">temp_1_no</a>, 0, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad3f9185f1fcf84aa016eaba045092f35">temp_n_no</a>);</div>
<div class="line"><a name="l00320"></a><span class="lineno">  320</span>&#160;                gsl_matrix_add(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a8f0d71df6e090be3f023710dac3b4e8d">Pxyi</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad3f9185f1fcf84aa016eaba045092f35">temp_n_no</a>);</div>
<div class="line"><a name="l00321"></a><span class="lineno">  321</span>&#160;            }</div>
<div class="line"><a name="l00322"></a><span class="lineno">  322</span>&#160;</div>
<div class="line"><a name="l00323"></a><span class="lineno">  323</span>&#160;            <span class="comment">// Compute the Kalman gain, eq (3.179)</span></div>
<div class="line"><a name="l00324"></a><span class="lineno">  324</span>&#160;            <span class="comment">// 0- Compute the inverse of Pyyi</span></div>
<div class="line"><a name="l00325"></a><span class="lineno">  325</span>&#160;            gsl_matrix_memcpy(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a851adef00b3ee8a978372a2c26e27dc0">temp_no_no</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ae49f45a1304961a99d7f87b320983a69">Pyyi</a>);</div>
<div class="line"><a name="l00326"></a><span class="lineno">  326</span>&#160;            gsl_linalg_cholesky_decomp(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a851adef00b3ee8a978372a2c26e27dc0">temp_no_no</a>);</div>
<div class="line"><a name="l00327"></a><span class="lineno">  327</span>&#160;            gsl_linalg_cholesky_invert(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a851adef00b3ee8a978372a2c26e27dc0">temp_no_no</a>);</div>
<div class="line"><a name="l00328"></a><span class="lineno">  328</span>&#160;</div>
<div class="line"><a name="l00329"></a><span class="lineno">  329</span>&#160;            <span class="comment">// 1- Compute the Kalman gain</span></div>
<div class="line"><a name="l00330"></a><span class="lineno">  330</span>&#160;            gsl_blas_dgemm(CblasNoTrans, CblasNoTrans, 1.0 , s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a8f0d71df6e090be3f023710dac3b4e8d">Pxyi</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a851adef00b3ee8a978372a2c26e27dc0">temp_no_no</a>, 0, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a32b1f10cfda7a39bd3148dacc04a27dc">Ki</a>);</div>
<div class="line"><a name="l00331"></a><span class="lineno">  331</span>&#160;</div>
<div class="line"><a name="l00332"></a><span class="lineno">  332</span>&#160;            <span class="comment">// Correction : correct the estimation of the state</span></div>
<div class="line"><a name="l00333"></a><span class="lineno">  333</span>&#160;            <span class="comment">// Eq. 3.180</span></div>
<div class="line"><a name="l00334"></a><span class="lineno">  334</span>&#160;            <span class="comment">// Compute the innovations</span></div>
<div class="line"><a name="l00335"></a><span class="lineno">  335</span>&#160;            <span class="keywordflow">for</span>(i = 0 ; i &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a> ; ++i)</div>
<div class="line"><a name="l00336"></a><span class="lineno">  336</span>&#160;                s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a9b43db103c75b5b00fa8b356e32c2688">ino_yi</a>-&gt;data[i] = gsl_vector_get(yi, i) - gsl_vector_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aabc1c8c0b51036b2f68b1a6984ce3d45">yi_mean</a>, i);</div>
<div class="line"><a name="l00337"></a><span class="lineno">  337</span>&#160;            gsl_vector_memcpy(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a25946f6e0ab175a56752a38843b19025">xi</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af854201df002b94c122b053752627154">xi_mean</a>);</div>
<div class="line"><a name="l00338"></a><span class="lineno">  338</span>&#160;            gsl_blas_dgemv(CblasNoTrans, 1.0 , s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a32b1f10cfda7a39bd3148dacc04a27dc">Ki</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a9b43db103c75b5b00fa8b356e32c2688">ino_yi</a>, 1.0, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a25946f6e0ab175a56752a38843b19025">xi</a>);</div>
<div class="line"><a name="l00339"></a><span class="lineno">  339</span>&#160;</div>
<div class="line"><a name="l00340"></a><span class="lineno">  340</span>&#160;            <span class="comment">// Correction : Update the covariance matrix Pk</span></div>
<div class="line"><a name="l00341"></a><span class="lineno">  341</span>&#160;            <span class="comment">// Eq. 3.181</span></div>
<div class="line"><a name="l00342"></a><span class="lineno">  342</span>&#160;            gsl_matrix_transpose_memcpy(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a3a12a8c171e746ee0aca79e2181a6122">Ki_T</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a32b1f10cfda7a39bd3148dacc04a27dc">Ki</a>);</div>
<div class="line"><a name="l00343"></a><span class="lineno">  343</span>&#160;            gsl_blas_dgemm(CblasNoTrans, CblasNoTrans, 1.0 , s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a32b1f10cfda7a39bd3148dacc04a27dc">Ki</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ae49f45a1304961a99d7f87b320983a69">Pyyi</a>, 0, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad3f9185f1fcf84aa016eaba045092f35">temp_n_no</a>);</div>
<div class="line"><a name="l00344"></a><span class="lineno">  344</span>&#160;            gsl_blas_dgemm(CblasNoTrans, CblasNoTrans, -1.0 , s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad3f9185f1fcf84aa016eaba045092f35">temp_n_no</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a3a12a8c171e746ee0aca79e2181a6122">Ki_T</a>, 1.0, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#acc5886d2e9ab48328846d0cad808e795">Pxxi</a>);</div>
<div class="line"><a name="l00345"></a><span class="lineno">  345</span>&#160;</div>
<div class="line"><a name="l00346"></a><span class="lineno">  346</span>&#160;            <span class="comment">// Update of the process noise</span></div>
<div class="line"><a name="l00347"></a><span class="lineno">  347</span>&#160;            p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#afd25bf8ad83a31f577554475d61941c4">evolution_noise</a>-&gt;<a class="code" href="classukf_1_1state_1_1EvolutionNoise.html#a076070c5b74c40185c2861a47a942b17">updateEvolutionNoise</a>(p,s);</div>
<div class="line"><a name="l00348"></a><span class="lineno">  348</span>&#160;<span class="comment">//            switch(p.process_noise_type)</span></div>
<div class="line"><a name="l00349"></a><span class="lineno">  349</span>&#160;<span class="comment">//            {</span></div>
<div class="line"><a name="l00350"></a><span class="lineno">  350</span>&#160;<span class="comment">//            case ukf::UKF_PROCESS_FIXED:</span></div>
<div class="line"><a name="l00351"></a><span class="lineno">  351</span>&#160;<span class="comment">//                //nothing to do</span></div>
<div class="line"><a name="l00352"></a><span class="lineno">  352</span>&#160;<span class="comment">//                break;</span></div>
<div class="line"><a name="l00353"></a><span class="lineno">  353</span>&#160;<span class="comment">//            case ukf::UKF_PROCESS_RLS:</span></div>
<div class="line"><a name="l00354"></a><span class="lineno">  354</span>&#160;<span class="comment">//                gsl_matrix_memcpy(s.Pvvi, s.Pxxi);</span></div>
<div class="line"><a name="l00355"></a><span class="lineno">  355</span>&#160;<span class="comment">//                gsl_matrix_scale(s.Pvvi, 1.0/p.process_noise-1.0);</span></div>
<div class="line"><a name="l00356"></a><span class="lineno">  356</span>&#160;<span class="comment">//                gsl_matrix_memcpy(s.cholPvvi, s.Pvvi);</span></div>
<div class="line"><a name="l00357"></a><span class="lineno">  357</span>&#160;<span class="comment">//                gsl_linalg_cholesky_decomp(s.cholPvvi);</span></div>
<div class="line"><a name="l00358"></a><span class="lineno">  358</span>&#160;<span class="comment">//                for(j = 0 ; j &lt; p.n ; j++)</span></div>
<div class="line"><a name="l00359"></a><span class="lineno">  359</span>&#160;<span class="comment">//                    for(k = j+1 ; k &lt; p.n ; k++)</span></div>
<div class="line"><a name="l00360"></a><span class="lineno">  360</span>&#160;<span class="comment">//                        gsl_matrix_set(s.cholPvvi,j,k,0.0);</span></div>
<div class="line"><a name="l00361"></a><span class="lineno">  361</span>&#160;<span class="comment">//                break;</span></div>
<div class="line"><a name="l00362"></a><span class="lineno">  362</span>&#160;<span class="comment">//            default:</span></div>
<div class="line"><a name="l00363"></a><span class="lineno">  363</span>&#160;<span class="comment">//                printf(&quot;Warning : Unrecognized process noise type\n&quot;);</span></div>
<div class="line"><a name="l00364"></a><span class="lineno">  364</span>&#160;<span class="comment">//            }</span></div>
<div class="line"><a name="l00365"></a><span class="lineno">  365</span>&#160;</div>
<div class="line"><a name="l00366"></a><span class="lineno">  366</span>&#160;</div>
<div class="line"><a name="l00367"></a><span class="lineno">  367</span>&#160;        }</div>
<div class="line"><a name="l00368"></a><span class="lineno">  368</span>&#160;</div>
<div class="line"><a name="l00373"></a><span class="lineno">  373</span>&#160;        <span class="keyword">template</span> &lt;<span class="keyword">typename</span> FunctProcess, <span class="keyword">typename</span> FunctObservation&gt;</div>
<div class="line"><a name="l00374"></a><span class="lineno"><a class="line" href="namespaceukf_1_1state.html#a2b40e84fd304480317cc6f0736a058fc">  374</a></span>&#160;                <span class="keyword">inline</span> <span class="keywordtype">void</span> <a class="code" href="namespaceukf_1_1state.html#a2b40e84fd304480317cc6f0736a058fc">ukf_evaluate</a>(<a class="code" href="structukf_1_1state_1_1ukf__param.html">ukf_param</a> &amp;p, <a class="code" href="structukf_1_1state_1_1ukf__state.html">ukf_state</a> &amp;s, FunctProcess f, FunctObservation h, gsl_vector* yi)</div>
<div class="line"><a name="l00375"></a><span class="lineno">  375</span>&#160;        {</div>
<div class="line"><a name="l00376"></a><span class="lineno">  376</span>&#160;</div>
<div class="line"><a name="l00377"></a><span class="lineno">  377</span>&#160;          <span class="keywordtype">int</span> i,j,k;</div>
<div class="line"><a name="l00378"></a><span class="lineno">  378</span>&#160;            <span class="comment">// ************************************************** //</span></div>
<div class="line"><a name="l00379"></a><span class="lineno">  379</span>&#160;            <span class="comment">// ************ Compute the sigma points ************ //</span></div>
<div class="line"><a name="l00380"></a><span class="lineno">  380</span>&#160;            <span class="comment">// ************************************************** //</span></div>
<div class="line"><a name="l00381"></a><span class="lineno">  381</span>&#160;</div>
<div class="line"><a name="l00382"></a><span class="lineno">  382</span>&#160;            <span class="comment">// 0 - Compute the Cholesky decomposition of s.Pxxi</span></div>
<div class="line"><a name="l00383"></a><span class="lineno">  383</span>&#160;            gsl_matrix_memcpy(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af4ea654656c227c68d4d619988f8ae93">cholPxxi</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#acc5886d2e9ab48328846d0cad808e795">Pxxi</a>);</div>
<div class="line"><a name="l00384"></a><span class="lineno">  384</span>&#160;            gsl_linalg_cholesky_decomp(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af4ea654656c227c68d4d619988f8ae93">cholPxxi</a>);</div>
<div class="line"><a name="l00385"></a><span class="lineno">  385</span>&#160;            <span class="comment">// Set all the elements of cholPvvi strictly above the diagonal to zero</span></div>
<div class="line"><a name="l00386"></a><span class="lineno">  386</span>&#160;            <span class="keywordflow">for</span>(j = 0 ; j &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; j++)</div>
<div class="line"><a name="l00387"></a><span class="lineno">  387</span>&#160;                <span class="keywordflow">for</span>(k = j+1 ; k &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; k++)</div>
<div class="line"><a name="l00388"></a><span class="lineno">  388</span>&#160;                    gsl_matrix_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af4ea654656c227c68d4d619988f8ae93">cholPxxi</a>,j,k,0.0);</div>
<div class="line"><a name="l00389"></a><span class="lineno">  389</span>&#160;</div>
<div class="line"><a name="l00390"></a><span class="lineno">  390</span>&#160;            <span class="comment">// 1- Compute the sigma points,</span></div>
<div class="line"><a name="l00391"></a><span class="lineno">  391</span>&#160;            <span class="comment">// Equation (3.170)</span></div>
<div class="line"><a name="l00392"></a><span class="lineno">  392</span>&#160;            <span class="comment">// sigmapoint_j = x_(i-1)</span></div>
<div class="line"><a name="l00393"></a><span class="lineno">  393</span>&#160;            <span class="comment">// sigmapoint_j = x_(i-1) + gamma * sqrt(P_i-1)_j for 1 &lt;= j &lt;= n</span></div>
<div class="line"><a name="l00394"></a><span class="lineno">  394</span>&#160;            <span class="comment">// sigmapoint_j = x_(i-1) - gamma * sqrt(P_i-1)_(j-(n+1)) for n+1 &lt;= j &lt;= 2n</span></div>
<div class="line"><a name="l00395"></a><span class="lineno">  395</span>&#160;            gsl_matrix_set_col(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad08071e88bbcd71ebb90f7c31d386387">sigmaPoints</a>, 0, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a25946f6e0ab175a56752a38843b19025">xi</a>);</div>
<div class="line"><a name="l00396"></a><span class="lineno">  396</span>&#160;            <span class="keywordflow">for</span>(j = 1 ; j &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>+1 ; ++j)</div>
<div class="line"><a name="l00397"></a><span class="lineno">  397</span>&#160;                <span class="keywordflow">for</span>(i = 0 ; i &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; ++i)</div>
<div class="line"><a name="l00398"></a><span class="lineno">  398</span>&#160;                {</div>
<div class="line"><a name="l00399"></a><span class="lineno">  399</span>&#160;                    gsl_matrix_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad08071e88bbcd71ebb90f7c31d386387">sigmaPoints</a>,i,j, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a25946f6e0ab175a56752a38843b19025">xi</a>-&gt;data[i] + p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a26eb56f9fa86db3d340b7235776d956a">gamma</a> * gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af4ea654656c227c68d4d619988f8ae93">cholPxxi</a>, i, j-1));</div>
<div class="line"><a name="l00400"></a><span class="lineno">  400</span>&#160;                    gsl_matrix_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad08071e88bbcd71ebb90f7c31d386387">sigmaPoints</a>,i,j+p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a25946f6e0ab175a56752a38843b19025">xi</a>-&gt;data[i] - p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a26eb56f9fa86db3d340b7235776d956a">gamma</a> * gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af4ea654656c227c68d4d619988f8ae93">cholPxxi</a>, i, j-1));</div>
<div class="line"><a name="l00401"></a><span class="lineno">  401</span>&#160;                }</div>
<div class="line"><a name="l00402"></a><span class="lineno">  402</span>&#160;</div>
<div class="line"><a name="l00403"></a><span class="lineno">  403</span>&#160;            <span class="comment">/**********************************/</span></div>
<div class="line"><a name="l00404"></a><span class="lineno">  404</span>&#160;            <span class="comment">/***** Time update equations  *****/</span></div>
<div class="line"><a name="l00405"></a><span class="lineno">  405</span>&#160;            <span class="comment">/**********************************/</span></div>
<div class="line"><a name="l00406"></a><span class="lineno">  406</span>&#160;</div>
<div class="line"><a name="l00407"></a><span class="lineno">  407</span>&#160;            <span class="comment">// Time update equations</span></div>
<div class="line"><a name="l00408"></a><span class="lineno">  408</span>&#160;            <span class="comment">// 0 - Compute the image of the sigma points and the mean of these images</span></div>
<div class="line"><a name="l00409"></a><span class="lineno">  409</span>&#160;            gsl_vector_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af854201df002b94c122b053752627154">xi_mean</a>);</div>
<div class="line"><a name="l00410"></a><span class="lineno">  410</span>&#160;            <span class="keywordflow">for</span>(j = 0 ; j &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">nbSamples</a> ; ++j)</div>
<div class="line"><a name="l00411"></a><span class="lineno">  411</span>&#160;            {</div>
<div class="line"><a name="l00412"></a><span class="lineno">  412</span>&#160;                gsl_matrix_get_col(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a578285b7786813b2b9bc2e298296ad55">sigmaPoint</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad08071e88bbcd71ebb90f7c31d386387">sigmaPoints</a>, j);</div>
<div class="line"><a name="l00413"></a><span class="lineno">  413</span>&#160;                f(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aaf0c2fb0b65c6619cbbf8dcc1fae80a0">params</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a578285b7786813b2b9bc2e298296ad55">sigmaPoint</a>, &amp;gsl_matrix_column(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">xi_prediction</a>,j).vector);</div>
<div class="line"><a name="l00414"></a><span class="lineno">  414</span>&#160;</div>
<div class="line"><a name="l00415"></a><span class="lineno">  415</span>&#160;                <span class="comment">// Update the mean, Eq (3.172)</span></div>
<div class="line"><a name="l00416"></a><span class="lineno">  416</span>&#160;                <span class="keywordflow">for</span>(i = 0 ; i &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; ++i)</div>
<div class="line"><a name="l00417"></a><span class="lineno">  417</span>&#160;                    s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af854201df002b94c122b053752627154">xi_mean</a>-&gt;data[i] += s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a83fc551520b4be477fce25c912fb7dc3">wm_j</a>-&gt;data[j] * gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">xi_prediction</a>,i,j);</div>
<div class="line"><a name="l00418"></a><span class="lineno">  418</span>&#160;            }</div>
<div class="line"><a name="l00419"></a><span class="lineno">  419</span>&#160;</div>
<div class="line"><a name="l00420"></a><span class="lineno">  420</span>&#160;            <span class="comment">// 1 - Compute the covariance of the images and add the process noise,</span></div>
<div class="line"><a name="l00421"></a><span class="lineno">  421</span>&#160;            <span class="comment">// Equation (3.173)</span></div>
<div class="line"><a name="l00422"></a><span class="lineno">  422</span>&#160;            <span class="comment">// Warning, s.Pxxi will now hold P_xk^-</span></div>
<div class="line"><a name="l00423"></a><span class="lineno">  423</span>&#160;            gsl_matrix_set_zero(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#acc5886d2e9ab48328846d0cad808e795">Pxxi</a>);</div>
<div class="line"><a name="l00424"></a><span class="lineno">  424</span>&#160;            <span class="keywordflow">for</span>(j = 0 ; j &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">nbSamples</a> ; ++j)</div>
<div class="line"><a name="l00425"></a><span class="lineno">  425</span>&#160;            {</div>
<div class="line"><a name="l00426"></a><span class="lineno">  426</span>&#160;                <span class="keywordflow">for</span>(i = 0 ; i &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; ++i)</div>
<div class="line"><a name="l00427"></a><span class="lineno">  427</span>&#160;                    s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a05fcc9e561c825d87fd4e0c1bef6bacf">temp_n_1</a>-&gt;data[i] = gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">xi_prediction</a>,i,j) - s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af854201df002b94c122b053752627154">xi_mean</a>-&gt;data[i];</div>
<div class="line"><a name="l00428"></a><span class="lineno">  428</span>&#160;</div>
<div class="line"><a name="l00429"></a><span class="lineno">  429</span>&#160;                gsl_blas_dgemm(CblasNoTrans, CblasTrans, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a8d1cde960b51a097605e8a2afe52e90e">wc_j</a>-&gt;data[j] , s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a05fcc9e561c825d87fd4e0c1bef6bacf">temp_n_1</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a05fcc9e561c825d87fd4e0c1bef6bacf">temp_n_1</a>, 0, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a8b3b527d2b5814a27dedc9493cb062ba">temp_n_n</a>);</div>
<div class="line"><a name="l00430"></a><span class="lineno">  430</span>&#160;                gsl_matrix_add(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#acc5886d2e9ab48328846d0cad808e795">Pxxi</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a8b3b527d2b5814a27dedc9493cb062ba">temp_n_n</a>);</div>
<div class="line"><a name="l00431"></a><span class="lineno">  431</span>&#160;            }</div>
<div class="line"><a name="l00432"></a><span class="lineno">  432</span>&#160;            <span class="comment">// Add the covariance of the evolution noise</span></div>
<div class="line"><a name="l00433"></a><span class="lineno">  433</span>&#160;            gsl_matrix_add(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#acc5886d2e9ab48328846d0cad808e795">Pxxi</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a7aaee6c9d520a04b60bfba567cd43cb7">Pvvi</a>);</div>
<div class="line"><a name="l00434"></a><span class="lineno">  434</span>&#160;</div>
<div class="line"><a name="l00435"></a><span class="lineno">  435</span>&#160;            <span class="comment">// Augment sigma points</span></div>
<div class="line"><a name="l00436"></a><span class="lineno">  436</span>&#160;            <span class="comment">// Equation 3.174</span></div>
<div class="line"><a name="l00437"></a><span class="lineno">  437</span>&#160;            <span class="comment">// First put the images of the initial sigma points</span></div>
<div class="line"><a name="l00438"></a><span class="lineno">  438</span>&#160;            gsl_matrix_memcpy(&amp;gsl_matrix_submatrix(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad4d0a2dfc63e3cf445efec5af539ede1">sigmaPointsMeasure</a>, 0, 0, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>, p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">nbSamples</a>).matrix, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">xi_prediction</a>);</div>
<div class="line"><a name="l00439"></a><span class="lineno">  439</span>&#160;            <span class="comment">// And add the additional sigma points eq. (7.56)</span></div>
<div class="line"><a name="l00440"></a><span class="lineno">  440</span>&#160;            <span class="keywordflow">for</span>(j = 0 ; j &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; ++j)</div>
<div class="line"><a name="l00441"></a><span class="lineno">  441</span>&#160;            {</div>
<div class="line"><a name="l00442"></a><span class="lineno">  442</span>&#160;                <span class="keywordflow">for</span>(i = 0 ; i &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; ++i)</div>
<div class="line"><a name="l00443"></a><span class="lineno">  443</span>&#160;                {</div>
<div class="line"><a name="l00444"></a><span class="lineno">  444</span>&#160;                    gsl_matrix_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad4d0a2dfc63e3cf445efec5af539ede1">sigmaPointsMeasure</a>, i, j+p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">nbSamples</a>, gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">xi_prediction</a>,i,0)+p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a562b9a9319dc9322f23b63077335d146">gamma_aug</a>*gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aaa43fed474f325af06418e9ca8d644de">cholPvvi</a>,i,j));</div>
<div class="line"><a name="l00445"></a><span class="lineno">  445</span>&#160;                    gsl_matrix_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad4d0a2dfc63e3cf445efec5af539ede1">sigmaPointsMeasure</a>, i, j+p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">nbSamples</a>+p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>, gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">xi_prediction</a>,i,0)-p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a562b9a9319dc9322f23b63077335d146">gamma_aug</a>*gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aaa43fed474f325af06418e9ca8d644de">cholPvvi</a>,i,j));</div>
<div class="line"><a name="l00446"></a><span class="lineno">  446</span>&#160;                }</div>
<div class="line"><a name="l00447"></a><span class="lineno">  447</span>&#160;            }</div>
<div class="line"><a name="l00448"></a><span class="lineno">  448</span>&#160;</div>
<div class="line"><a name="l00449"></a><span class="lineno">  449</span>&#160;            <span class="comment">// Compute the image of the sigma points through the observation equation</span></div>
<div class="line"><a name="l00450"></a><span class="lineno">  450</span>&#160;            <span class="comment">// eq (3.175)</span></div>
<div class="line"><a name="l00451"></a><span class="lineno">  451</span>&#160;            gsl_vector_set_zero(yi);</div>
<div class="line"><a name="l00452"></a><span class="lineno">  452</span>&#160;            <span class="keywordflow">for</span>(j = 0 ; j &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a34a255e5faa0b7f07a0dd8a12b30f49a">nbSamplesMeasure</a> ; ++j)</div>
<div class="line"><a name="l00453"></a><span class="lineno">  453</span>&#160;            {</div>
<div class="line"><a name="l00454"></a><span class="lineno">  454</span>&#160;                gsl_matrix_get_col(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af74d6ef536c0df8031aa84ad2d0d8567">sigmaPointMeasure</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#ad4d0a2dfc63e3cf445efec5af539ede1">sigmaPointsMeasure</a>, j);</div>
<div class="line"><a name="l00455"></a><span class="lineno">  455</span>&#160;                h(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af74d6ef536c0df8031aa84ad2d0d8567">sigmaPointMeasure</a>, &amp;gsl_matrix_column(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a61f7494db9daae136b8207e3f3a89746">yi_prediction</a>,j).vector);</div>
<div class="line"><a name="l00456"></a><span class="lineno">  456</span>&#160;</div>
<div class="line"><a name="l00457"></a><span class="lineno">  457</span>&#160;                <span class="comment">// Update the mean , eq (3.176)</span></div>
<div class="line"><a name="l00458"></a><span class="lineno">  458</span>&#160;                <span class="keywordflow">for</span>(i = 0 ; i &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a> ; ++i)</div>
<div class="line"><a name="l00459"></a><span class="lineno">  459</span>&#160;                    yi-&gt;data[i] += s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#af19e2655d30d47ceb74a06471ac672e9">wm_aug_j</a>-&gt;data[j] * gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a61f7494db9daae136b8207e3f3a89746">yi_prediction</a>,i,j);</div>
<div class="line"><a name="l00460"></a><span class="lineno">  460</span>&#160;            }</div>
<div class="line"><a name="l00461"></a><span class="lineno">  461</span>&#160;        }</div>
<div class="line"><a name="l00462"></a><span class="lineno">  462</span>&#160;    } <span class="comment">// state</span></div>
<div class="line"><a name="l00463"></a><span class="lineno">  463</span>&#160;} <span class="comment">// ukf</span></div>
<div class="line"><a name="l00464"></a><span class="lineno">  464</span>&#160;</div>
<div class="line"><a name="l00465"></a><span class="lineno">  465</span>&#160;</div>
<div class="line"><a name="l00466"></a><span class="lineno">  466</span>&#160;<span class="preprocessor">#endif // UKF_NDIM_STATE_H</span></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_af19e2655d30d47ceb74a06471ac672e9"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#af19e2655d30d47ceb74a06471ac672e9">ukf::state::ukf_state::wm_aug_j</a></div><div class="ttdeci">gsl_vector * wm_aug_j</div><div class="ttdef"><b>Definition:</b> ukf_types.h:618</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a3a12a8c171e746ee0aca79e2181a6122"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a3a12a8c171e746ee0aca79e2181a6122">ukf::state::ukf_state::Ki_T</a></div><div class="ttdeci">gsl_matrix * Ki_T</div><div class="ttdef"><b>Definition:</b> ukf_types.h:622</div></div>
<div class="ttc" id="classukf_1_1state_1_1EvolutionNoise_html_a00d19a5d8f6baab899eabcc54fd7289f"><div class="ttname"><a href="classukf_1_1state_1_1EvolutionNoise.html#a00d19a5d8f6baab899eabcc54fd7289f">ukf::state::EvolutionNoise::init</a></div><div class="ttdeci">void init(ukf_param &amp;p, ukf_state &amp;s)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:645</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_ad3f9185f1fcf84aa016eaba045092f35"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#ad3f9185f1fcf84aa016eaba045092f35">ukf::state::ukf_state::temp_n_no</a></div><div class="ttdeci">gsl_matrix * temp_n_no</div><div class="ttdef"><b>Definition:</b> ukf_types.h:629</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_a225cbe1fc43f53951f891114415cc717"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#a225cbe1fc43f53951f891114415cc717">ukf::state::ukf_param::lambda_aug</a></div><div class="ttdeci">double lambda_aug</div><div class="ttdef"><b>Definition:</b> ukf_types.h:534</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_ad4d0a2dfc63e3cf445efec5af539ede1"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#ad4d0a2dfc63e3cf445efec5af539ede1">ukf::state::ukf_state::sigmaPointsMeasure</a></div><div class="ttdeci">gsl_matrix * sigmaPointsMeasure</div><div class="ttdef"><b>Definition:</b> ukf_types.h:613</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html">ukf::state::ukf_state</a></div><div class="ttdoc">Structure holding the matrices manipulated by the statistical linearization in the vectorial case for...</div><div class="ttdef"><b>Definition:</b> ukf_types.h:589</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a8d1cde960b51a097605e8a2afe52e90e"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a8d1cde960b51a097605e8a2afe52e90e">ukf::state::ukf_state::wc_j</a></div><div class="ttdeci">gsl_vector * wc_j</div><div class="ttdef"><b>Definition:</b> ukf_types.h:616</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a8b3b527d2b5814a27dedc9493cb062ba"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a8b3b527d2b5814a27dedc9493cb062ba">ukf::state::ukf_state::temp_n_n</a></div><div class="ttdeci">gsl_matrix * temp_n_n</div><div class="ttdef"><b>Definition:</b> ukf_types.h:625</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_ac260a8a82c9a59dffcdc3f87008a92e4"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">ukf::state::ukf_param::nbSamples</a></div><div class="ttdeci">int nbSamples</div><div class="ttdoc"> Number of sigma-points </div><div class="ttdef"><b>Definition:</b> ukf_types.h:550</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a61f7494db9daae136b8207e3f3a89746"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a61f7494db9daae136b8207e3f3a89746">ukf::state::ukf_state::yi_prediction</a></div><div class="ttdeci">gsl_matrix * yi_prediction</div><div class="ttdef"><b>Definition:</b> ukf_types.h:601</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_ae49f45a1304961a99d7f87b320983a69"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#ae49f45a1304961a99d7f87b320983a69">ukf::state::ukf_state::Pyyi</a></div><div class="ttdeci">gsl_matrix * Pyyi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:604</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_a1716addc505125f954ffc988db995443"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#a1716addc505125f954ffc988db995443">ukf::state::ukf_param::lambda</a></div><div class="ttdeci">double lambda</div><div class="ttdoc"> </div><div class="ttdef"><b>Definition:</b> ukf_types.h:533</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_a34a255e5faa0b7f07a0dd8a12b30f49a"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#a34a255e5faa0b7f07a0dd8a12b30f49a">ukf::state::ukf_param::nbSamplesMeasure</a></div><div class="ttdeci">int nbSamplesMeasure</div><div class="ttdoc"> Number of sigma-points </div><div class="ttdef"><b>Definition:</b> ukf_types.h:555</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a9b43db103c75b5b00fa8b356e32c2688"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a9b43db103c75b5b00fa8b356e32c2688">ukf::state::ukf_state::ino_yi</a></div><div class="ttdeci">gsl_vector * ino_yi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:603</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a8f0d71df6e090be3f023710dac3b4e8d"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a8f0d71df6e090be3f023710dac3b4e8d">ukf::state::ukf_state::Pxyi</a></div><div class="ttdeci">gsl_matrix * Pxyi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:607</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_aeed46f1ac029db63dcae65aad797cf47"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#aeed46f1ac029db63dcae65aad797cf47">ukf::state::ukf_param::kpa</a></div><div class="ttdeci">double kpa</div><div class="ttdoc">,  is a good choice. According to van der Merwe, its value is not critical </div><div class="ttdef"><b>Definition:</b> ukf_types.h:518</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_acc5886d2e9ab48328846d0cad808e795"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#acc5886d2e9ab48328846d0cad808e795">ukf::state::ukf_state::Pxxi</a></div><div class="ttdeci">gsl_matrix * Pxxi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:596</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_a26eb56f9fa86db3d340b7235776d956a"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#a26eb56f9fa86db3d340b7235776d956a">ukf::state::ukf_param::gamma</a></div><div class="ttdeci">double gamma</div><div class="ttdoc"> </div><div class="ttdef"><b>Definition:</b> ukf_types.h:539</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_af854201df002b94c122b053752627154"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#af854201df002b94c122b053752627154">ukf::state::ukf_state::xi_mean</a></div><div class="ttdeci">gsl_vector * xi_mean</div><div class="ttdef"><b>Definition:</b> ukf_types.h:595</div></div>
<div class="ttc" id="namespaceukf_1_1state_html_a2b40e84fd304480317cc6f0736a058fc"><div class="ttname"><a href="namespaceukf_1_1state.html#a2b40e84fd304480317cc6f0736a058fc">ukf::state::ukf_evaluate</a></div><div class="ttdeci">void ukf_evaluate(ukf_param &amp;p, ukf_state &amp;s, FunctProcess f, FunctObservation h, gsl_vector *yi)</div><div class="ttdoc">Evaluation of the output from the sigma points. </div><div class="ttdef"><b>Definition:</b> ukf_state_ndim.h:374</div></div>
<div class="ttc" id="namespaceukf_1_1state_html_a07694a4f76574d87caf4b1e756ccae00"><div class="ttname"><a href="namespaceukf_1_1state.html#a07694a4f76574d87caf4b1e756ccae00">ukf::state::ukf_free</a></div><div class="ttdeci">void ukf_free(ukf_param &amp;p, ukf_state &amp;s)</div><div class="ttdoc">Free of memory allocation. </div><div class="ttdef"><b>Definition:</b> ukf_state_ndim.h:149</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html">ukf::state::ukf_param</a></div><div class="ttdoc">Structure holding the parameters of the statistical linearization. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:513</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_ad08071e88bbcd71ebb90f7c31d386387"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#ad08071e88bbcd71ebb90f7c31d386387">ukf::state::ukf_state::sigmaPoints</a></div><div class="ttdeci">gsl_matrix * sigmaPoints</div><div class="ttdef"><b>Definition:</b> ukf_types.h:610</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_af74d6ef536c0df8031aa84ad2d0d8567"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#af74d6ef536c0df8031aa84ad2d0d8567">ukf::state::ukf_state::sigmaPointMeasure</a></div><div class="ttdeci">gsl_vector * sigmaPointMeasure</div><div class="ttdef"><b>Definition:</b> ukf_types.h:612</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_aaa43fed474f325af06418e9ca8d644de"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#aaa43fed474f325af06418e9ca8d644de">ukf::state::ukf_state::cholPvvi</a></div><div class="ttdeci">gsl_matrix * cholPvvi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:599</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a7aaee6c9d520a04b60bfba567cd43cb7"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a7aaee6c9d520a04b60bfba567cd43cb7">ukf::state::ukf_state::Pvvi</a></div><div class="ttdeci">gsl_matrix * Pvvi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:598</div></div>
<div class="ttc" id="ukf__types_8h_html"><div class="ttname"><a href="ukf__types_8h.html">ukf_types.h</a></div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_af4ea654656c227c68d4d619988f8ae93"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#af4ea654656c227c68d4d619988f8ae93">ukf::state::ukf_state::cholPxxi</a></div><div class="ttdeci">gsl_matrix * cholPxxi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:597</div></div>
<div class="ttc" id="classukf_1_1state_1_1EvolutionNoise_html_a076070c5b74c40185c2861a47a942b17"><div class="ttname"><a href="classukf_1_1state_1_1EvolutionNoise.html#a076070c5b74c40185c2861a47a942b17">ukf::state::EvolutionNoise::updateEvolutionNoise</a></div><div class="ttdeci">virtual void updateEvolutionNoise(ukf_param &amp;p, ukf_state &amp;s)=0</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_aaf0c2fb0b65c6619cbbf8dcc1fae80a0"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#aaf0c2fb0b65c6619cbbf8dcc1fae80a0">ukf::state::ukf_state::params</a></div><div class="ttdeci">gsl_vector * params</div><div class="ttdef"><b>Definition:</b> ukf_types.h:591</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_afd25bf8ad83a31f577554475d61941c4"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#afd25bf8ad83a31f577554475d61941c4">ukf::state::ukf_param::evolution_noise</a></div><div class="ttdeci">EvolutionNoise * evolution_noise</div><div class="ttdoc">Type of process noise. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:570</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a25946f6e0ab175a56752a38843b19025"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a25946f6e0ab175a56752a38843b19025">ukf::state::ukf_state::xi</a></div><div class="ttdeci">gsl_vector * xi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:593</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_aabc1c8c0b51036b2f68b1a6984ce3d45"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#aabc1c8c0b51036b2f68b1a6984ce3d45">ukf::state::ukf_state::yi_mean</a></div><div class="ttdeci">gsl_vector * yi_mean</div><div class="ttdef"><b>Definition:</b> ukf_types.h:602</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_ae15636938593ab55daacc378284b26a8"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#ae15636938593ab55daacc378284b26a8">ukf::state::ukf_param::alpha</a></div><div class="ttdeci">double alpha</div><div class="ttdoc"> : &quot;Size&quot; of sigma-point distribution. Should be small if the function is strongly non-linear ...</div><div class="ttdef"><b>Definition:</b> ukf_types.h:523</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_aab47bdda553343d2146104c21be0f0cc"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">ukf::state::ukf_param::no</a></div><div class="ttdeci">int no</div><div class="ttdoc">Dimension of the output : the measurements. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:560</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a97d9718fb00f9c756f7290f197e9e34e"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">ukf::state::ukf_state::xi_prediction</a></div><div class="ttdeci">gsl_matrix * xi_prediction</div><div class="ttdef"><b>Definition:</b> ukf_types.h:594</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a3d1b45fe05b06ac0c3061e04147fd202"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a3d1b45fe05b06ac0c3061e04147fd202">ukf::state::ukf_state::temp_no_1</a></div><div class="ttdeci">gsl_matrix * temp_no_1</div><div class="ttdef"><b>Definition:</b> ukf_types.h:632</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_ac2d3cf075f5fd918dba337e02c76657b"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#ac2d3cf075f5fd918dba337e02c76657b">ukf::state::ukf_param::prior_x</a></div><div class="ttdeci">double prior_x</div><div class="ttdoc">Prior estimate of the covariance matrix of the state. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:565</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a851adef00b3ee8a978372a2c26e27dc0"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a851adef00b3ee8a978372a2c26e27dc0">ukf::state::ukf_state::temp_no_no</a></div><div class="ttdeci">gsl_matrix * temp_no_no</div><div class="ttdef"><b>Definition:</b> ukf_types.h:631</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a83fc551520b4be477fce25c912fb7dc3"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a83fc551520b4be477fce25c912fb7dc3">ukf::state::ukf_state::wm_j</a></div><div class="ttdeci">gsl_vector * wm_j</div><div class="ttdef"><b>Definition:</b> ukf_types.h:615</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_aed1339ef46150835c9e9b5ae077ed526"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#aed1339ef46150835c9e9b5ae077ed526">ukf::state::ukf_state::temp_1_n</a></div><div class="ttdeci">gsl_matrix * temp_1_n</div><div class="ttdef"><b>Definition:</b> ukf_types.h:627</div></div>
<div class="ttc" id="namespaceukf_1_1state_html_a3a0665674b96f3e979ca39d9d4583f43"><div class="ttname"><a href="namespaceukf_1_1state.html#a3a0665674b96f3e979ca39d9d4583f43">ukf::state::ukf_iterate</a></div><div class="ttdeci">void ukf_iterate(ukf_param &amp;p, ukf_state &amp;s, FunctProcess f, FunctObservation h, gsl_vector *yi)</div><div class="ttdoc">UKF-additive (zero-mean) noise case, &quot;Kalman Filtering and Neural Networks&quot;, p.233. </div><div class="ttdef"><b>Definition:</b> ukf_state_ndim.h:198</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a6d157ac660c42c7211bc9c5c22b26c5c"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a6d157ac660c42c7211bc9c5c22b26c5c">ukf::state::ukf_state::temp_1_no</a></div><div class="ttdeci">gsl_matrix * temp_1_no</div><div class="ttdef"><b>Definition:</b> ukf_types.h:633</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_a730ff9495bf7fc25e0974a9e3d924edc"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">ukf::state::ukf_param::n</a></div><div class="ttdeci">int n</div><div class="ttdoc">Size of the state vector. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:545</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a05fcc9e561c825d87fd4e0c1bef6bacf"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a05fcc9e561c825d87fd4e0c1bef6bacf">ukf::state::ukf_state::temp_n_1</a></div><div class="ttdeci">gsl_matrix * temp_n_1</div><div class="ttdef"><b>Definition:</b> ukf_types.h:626</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a510dc8889c1b697f6df28ac5866ef41a"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a510dc8889c1b697f6df28ac5866ef41a">ukf::state::ukf_state::wc_aug_j</a></div><div class="ttdeci">gsl_vector * wc_aug_j</div><div class="ttdef"><b>Definition:</b> ukf_types.h:619</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_a562b9a9319dc9322f23b63077335d146"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#a562b9a9319dc9322f23b63077335d146">ukf::state::ukf_param::gamma_aug</a></div><div class="ttdeci">double gamma_aug</div><div class="ttdef"><b>Definition:</b> ukf_types.h:540</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_a2bf0400a29dd9d072770c1cf6d393786"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#a2bf0400a29dd9d072770c1cf6d393786">ukf::state::ukf_param::beta</a></div><div class="ttdeci">double beta</div><div class="ttdoc">Non negative weights used to introduce knowledge about the higher order moments of the distribution...</div><div class="ttdef"><b>Definition:</b> ukf_types.h:528</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_aefd4bee1f392b746dcf8169d4ecf50ee"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#aefd4bee1f392b746dcf8169d4ecf50ee">ukf::state::ukf_state::Pnni</a></div><div class="ttdeci">gsl_matrix * Pnni</div><div class="ttdef"><b>Definition:</b> ukf_types.h:605</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_adbe7e1e6b7ec202d8a142b90b8527c83"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#adbe7e1e6b7ec202d8a142b90b8527c83">ukf::state::ukf_param::measurement_noise</a></div><div class="ttdeci">double measurement_noise</div><div class="ttdoc">Parameter used for the evolution noise. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:580</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a68b34cb9b61f4e21b5c2030f5fa55627"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a68b34cb9b61f4e21b5c2030f5fa55627">ukf::state::ukf_state::temp_n</a></div><div class="ttdeci">gsl_vector * temp_n</div><div class="ttdef"><b>Definition:</b> ukf_types.h:624</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a32b1f10cfda7a39bd3148dacc04a27dc"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a32b1f10cfda7a39bd3148dacc04a27dc">ukf::state::ukf_state::Ki</a></div><div class="ttdeci">gsl_matrix * Ki</div><div class="ttdef"><b>Definition:</b> ukf_types.h:621</div></div>
<div class="ttc" id="namespaceukf_1_1state_html_ad6760ca25736be80b2b9e9f9cbe9f8e8"><div class="ttname"><a href="namespaceukf_1_1state.html#ad6760ca25736be80b2b9e9f9cbe9f8e8">ukf::state::ukf_init</a></div><div class="ttdeci">void ukf_init(ukf_param &amp;p, ukf_state &amp;s)</div><div class="ttdoc">Allocation of the vectors/matrices and initialization. </div><div class="ttdef"><b>Definition:</b> ukf_state_ndim.h:42</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a578285b7786813b2b9bc2e298296ad55"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a578285b7786813b2b9bc2e298296ad55">ukf::state::ukf_state::sigmaPoint</a></div><div class="ttdeci">gsl_vector * sigmaPoint</div><div class="ttdef"><b>Definition:</b> ukf_types.h:609</div></div>
</div><!-- fragment --></div><!-- contents -->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by &#160;<a href="http://www.doxygen.org/index.html">
<img class="footer" src="doxygen.png" alt="doxygen"/>
</a> 1.8.6
</small></address>
</body>
</html>
